RL Capital Performance

Assets Under Management: $4.5M

Historic Returns

Return Statistics

Quantitative Statistics

Performance Metrics

	RL Capital Managed Account Program	S&P 500	Newedge CTA Index
Total Return Since Inception	39.73%	1.80%	19.58%
Compound Annual Growth Rate (CAGR)	6.58%	0.34%	3.46%
Average 12-Month Rolling Return	21.92%	-15.41%	6.87%
Winning Months:	62.16%	54.05%	56.76%
Average Monthly Return:	0.67%	0.17%	0.31%
Losing Months (%):	37.84%	45.95%	43.24%
Lowest Monthly Return:	-9.84%	-16.83%	-4.07%
Average Winning Month:	4.61%	3.48%	2.19%
Average Losing Month:	-3.80%	-5.37%	-1.91%
Annual Standard Deviation:	18.70%	18.47%	8.01%
Annual Downside Standard Deviation:	12.11%	15.07%	6.65%
Sharpe Ratio (5% RFR):	0.05%	-0.04%	-0.04%
Sortino Ratio (5% RFR):	0.04%	-0.09%	-0.07%
Max Drawdown Since Inception:	-13.22%	-52.56%	-6.55%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD
2012	-1.52%	-0.92%	-1.78%	-	-	-	-	-	-	-	-	-	-4.16%
2011	1.97%	0.95%	-2.94%	5.20%	-6.67%	-3.86%	3.65%	2.11%	-8.14%	-6.75%	-4.02%	-0.88%	-18.66%
2010	-6.00%	-4.10%	2.15%	-0.34%	-0.24%	-3.81%	-6.64%	2.39%	10.74%	10.22%	-2.32%	5.02%	5.40%
2009	-2.05%	-1.03%	-5.26%	-0.43%	8.68%	-2.84%	1.44%	5.82%	-5.48%	-1.28%	3.02%	-3.47%	-3.82%
2008	7.80%	16.63%	2.96%	-4.99%	0.03%	1.28%	-9.84%	1.44%	0.90%	12.19%	0.21%	1.07%	30.65%
2007	4.22%	1.45%	-0.49%	13.70%	-5.52%	2.47%	2.21%	-4.46%	7.19%	7.31%	2.62%	1.37%	35.33%

	RL Capital Managed Account Program	S&P 500	Newedge CTA Index
Cumulative Return	39.73%	1.80%	19.58%
1 Year Return	-21.98%	-1.03%	-2.69%
3 Year Return:	-13.95%	84.61%	2.93%
5 Year Return:	32.81%	0.88%	19.33%
Standard Deviation (Annual):	18.70%	18.47%	8.01%
Standard Deviation (Monthly):	5.40%	5.33%	2.31%
Downside Deviation:	3.50%	4.35%	1.92%

	RL Capital Managed Account Program	S&P 500	Newedge CTA Index
Sharpe Ratio (Annualized):	0.17	-0.15	-0.15
Sortino:	0.13	-0.32	-0.25
		RL Capital Managed Account Program vs S&P 500	RL Capital Managed Account Program vs Newedge CTA Index
Beta:		0.12	0.73
Alpha:		0.65	0.44
R:		0.12	0.31
R Squared:		0.01	0.10

NAV Growth

Trading futures and options involves substantial risk of loss no matter who is managing your money and is not suitable for all investors. Past performance is not indicative of future results.